Kamakura upgrades key risk management system.
Kamakura, a Honolulu-based risk management technology company, has released a new version of Kamakura Risk Manager (KRM), its integrated risk management application.
Kamakura said version 4.3 incorporates reduced form credit models for estimating default probabilities and the older Merton structural models of default. Other enhancements include volatility capability for fixed income, foreign exchange and equity options.
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